Market Risk Data Scientist / Python Developer - VP

Join Citi's Global Rates business as a Market Risk Data Scientist / Python Developer at the VP level in London. This role sits within the G10 Market Risk team in EMEA, focusing on maintaining and enhancing Python-based infrastructure for risk monitoring, stress testing, and trading portfolio analysis. The position offers a unique opportunity to work at the heart of a global financial institution, specifically in the G10 EMEA Rates Trading business which covers bonds, swaps, vanilla options, and exotic products.

The role combines technical expertise in Python development with financial market knowledge, requiring strong data analysis skills and risk management capabilities. As part of the Market Risk Department (second line of defence), you'll be responsible for overseeing and monitoring risks at both portfolio and individual trade levels. The position offers excellent visibility within the global Rates Market Risk department and the chance to work on projects with worldwide impact.

The ideal candidate will possess advanced Python skills, database knowledge, and understanding of financial markets, particularly interest rate products. While the primary focus is on technical development and data analysis, the role also involves collaboration with various teams including Trading, First Line of Defence, IT, and Quantitative Research.

Citi offers a competitive compensation package including a base salary, discretionary bonus, and comprehensive benefits. The company promotes a modern work environment with a hybrid working model allowing up to 2 days of remote work weekly. This position provides an excellent opportunity to build deep knowledge of Global Rates operations while working for one of the world's leading financial institutions.